While yeah, no one outside a recent immigrant would call themselves French, 62% of people in Quebec identify as Québécois, not as Canadian.

https://www.lapresse.ca/actualites/national/201903/21/01-521...

So I'd presume those Russian-speaking Moldovans simply talk about their Russian values and defending their Russian uniqueness, but they won't say they're Russians simply because they lack a word. Maybe Transnitrians?